-46.9%
ALNY vs ITOT
+17.8%
-64.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | +11.0% | -1.5% | +12.5% | +11.6% |
| 3M | -14.1% | +3.6% | -17.6% | -15.1% |
| 6M | -22.4% | +13.7% | -36.1% | -29.1% |
| YTD | -37.5% | +12.9% | -50.4% | -42.6% |
| 1Y | -46.9% | +17.2% | -64.1% | -51.1% |
| All | -46.9% | +17.8% | -64.8% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling